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BSV vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSV vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Bond Index Fund ETF Shares (BSV) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSV achieves a 0.42% return, which is significantly lower than TIP's 1.40% return. Over the past 10 years, BSV has underperformed TIP with an annualized return of 1.94%, while TIP has yielded a comparatively higher 2.53% annualized return.


BSV

1D
0.00%
1M
0.41%
YTD
0.42%
6M
0.75%
1Y
3.67%
3Y*
4.57%
5Y*
1.63%
10Y*
1.94%

TIP

1D
0.01%
1M
0.25%
YTD
1.40%
6M
1.42%
1Y
4.76%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.42%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between BSV and TIP is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

0.64

The correlation between BSV and TIP shifts across timeframes, from 0.64 (all time) to 0.82 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSV vs. TIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSV
BSV Risk / Return Rank: 7171
Overall Rank
BSV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSV Omega Ratio Rank: 7676
Omega Ratio Rank
BSV Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSV Martin Ratio Rank: 6060
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSV vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) and iShares TIPS Bond ETF (TIP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSVTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.39

1.24

+0.14

Calmar ratioReturn relative to maximum drawdown

2.79

2.34

+0.45

Martin ratioReturn relative to average drawdown

9.42

7.00

+2.42

BSV vs. TIP - Sharpe Ratio Comparison

The current BSV Sharpe Ratio is 2.01, which is higher than the TIP Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BSV and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSV vs. TIP - Drawdown Comparison

The maximum BSV drawdown since its inception was -8.54%, smaller than the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for BSV and TIP.


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Drawdown Indicators


BSVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-8.54%

-14.57%

+6.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-1.98%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-4.54%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

-14.51%

+5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

-14.51%

+5.97%

Current Drawdown

Current decline from peak

-0.50%

-0.46%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.97%

-3.43%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.66%

-0.28%

Volatility

BSV vs. TIP - Volatility Comparison

The current volatility for Vanguard Short-Term Bond Index Fund ETF Shares (BSV) is 0.57%, while iShares TIPS Bond ETF (TIP) has a volatility of 1.03%. This indicates that BSV experiences smaller price fluctuations and is considered to be less risky than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

1.03%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

2.32%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.79%

3.39%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

6.21%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

5.74%

-3.36%

BSV vs. TIP - Expense Ratio Comparison

BSV has a 0.03% expense ratio, which is lower than TIP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSV vs. TIP - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 3.99%, more than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.99%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


BSV and TIP have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIP has higher volatility (1.03%) compared to BSV (0.57%). In terms of maximum drawdown, BSV dropped -8.54% vs TIP's -14.57%.

On 10-year performance, TIP leads with 2.53% vs 1.94% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TIP has performed better with a 2.53% return vs 1.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.18% for TIP.

BSV has the higher dividend yield at 3.99%, compared with 3.76% for TIP.

BSV is categorized as Short-Term Bond, while TIP is Inflation-Protected Bonds. BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BSV and 0.18% for TIP.

BSV currently has the higher Sharpe Ratio (2.01 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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